IShares MSCI Semi Variance
| IBZL Etf | | | USD 24.38 0.56 2.35% |
Historical market data for iShares MSCI Brazil forms the basis of the Semi Variance indicator shown here. The calculation draws on time-series market data across available periods. Coverage may vary depending on data availability and normalization methods. Related indicator context is organized within
Equity Screeners.
Risk vs Return Analysis provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. Portfolio balance depends on how holdings are weighted relative to each other. The portfolio reflects a holding in iShares MSCI Brazil. The weighting is visible within the allocation breakdown. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
iShares MSCI Brazil has current Semi Variance of 0. Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 0 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Semi Variance Peers Comparison
Semi Variance Relative To Other Indicators
iShares MSCI Brazil is rated
below average for semi variance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers .
Semi-variance is the square of semi-deviation. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
Compare IShares MSCI to Peers
Other Technical Indicators